A proposal for a residual autocorrelation test in linear models (Q4323543)

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scientific article; zbMATH DE number 724070
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A proposal for a residual autocorrelation test in linear models
scientific article; zbMATH DE number 724070

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    A proposal for a residual autocorrelation test in linear models (English)
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    22 February 1995
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    autoregressive-moving average model
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    portemanteau statistic
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    asymptotic chi-square
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    test of goodness of fit
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    time series models
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    sum of the squared residual partial autocorrelations
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